qut: Quantile Universal Threshold

Thresholding based tests for null hypothesis of the form A beta =c, and the Quantile Universal Threshold (QUT) for lasso regularization of Generalized Linear Models (GLM) and square-root lasso to obtain a sparse model with a good compromise between high true positive rate and low false discovery rate. Giacobino et al. (2017) <doi:10.1214/17-EJS1366>. Sardy et al. (2017) <arXiv:1708.02908>.

Version: 2.2
Depends: Matrix, glmnet, lars, flare
Published: 2021-01-19
Author: Jairo Diaz-Rodriguez [aut, cre, cph], Sylvain Sardy [aut, ths], Caroline Giacobino [aut], Nick Hengartner [aut]
Maintainer: Jairo Diaz-Rodriguez <adjairo at uninorte.edu.co>
License: GPL-2
NeedsCompilation: no
CRAN checks: qut results

Downloads:

Reference manual: qut.pdf
Package source: qut_2.2.tar.gz
Windows binaries: r-devel: qut_2.2.zip, r-release: qut_2.2.zip, r-oldrel: qut_2.2.zip
macOS binaries: r-release (arm64): qut_2.2.tgz, r-release (x86_64): qut_2.2.tgz, r-oldrel: qut_2.2.tgz
Old sources: qut archive

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